+3.6%
GOOG vs PPL
+1.0%
+2.6%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.3% |
| 7D | -10.7% | +1.8% | -12.5% | -10.2% |
| 30D | -16.4% | +8.4% | -24.8% | -14.6% |
| 3M | -23.4% | +2.4% | -25.8% | -22.9% |
| 6M | -24.2% | -4.0% | -20.3% | -24.7% |
| YTD | -8.3% | +4.5% | -12.7% | -8.8% |
| 1Y | +3.6% | +1.7% | +1.9% | +6.2% |
| All | +3.6% | +1.0% | +2.6% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling